更新時間: 2023年3月22日 PM 7:23:17
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/01/23 24.900% 22069.73 20.400% 18.324% +6.576% 18.324% +6.576%
31/01/23 24.780% 21842.33 20.884% 18.827% +5.953% 23.003% +1.777%
01/02/23 23.690% 22072.18 20.505% 19.405% +4.285% 23.549% +0.141%
02/02/23 23.040% 21958.36 20.841% 19.883% +3.157% 23.966% -0.926%
03/02/23 23.920% 21660.47 21.106% 20.747% +3.173% 24.837% -0.917%
06/02/23 25.670% 21222.16 20.386% 20.745% +4.925% 24.323% +1.347%
07/02/23 24.850% 21298.70 20.178% 20.603% +4.247% 23.988% +0.862%
08/02/23 23.910% 21283.52 20.039% 20.510% +3.400% 23.711% +0.199%
09/02/23 23.960% 21624.36 20.308% 20.404% +3.556% 23.420% +0.540%
10/02/23 24.830% 21190.42 21.383% 20.459% +4.371% 23.316% +1.514%
13/02/23 25.560% 21164.42 21.380% 20.658% +4.902% 23.033% +2.527%
14/02/23 25.140% 21113.76 21.381% 20.898% +4.242% 23.130% +2.010%
15/02/23 24.530% 20812.17 21.749% 21.240% +3.290% 23.334% +1.196%
16/02/23 24.050% 20987.67 21.992% 21.577% +2.473% 23.526% +0.524%
17/02/23 24.270% 20719.81 21.822% 21.665% +2.605% 23.444% +0.826%
20/02/23 24.460% 20886.96 22.110% 21.811% +2.649% 23.065% +1.395%
21/02/23 25.230% 20529.49 22.593% 22.053% +3.177% 23.140% +2.090%
22/02/23 26.240% 20423.84 22.258% 22.155% +4.085% 23.065% +3.175%
23/02/23 26.020% 20351.35 21.578% 22.072% +3.948% 22.797% +3.223%
24/02/23 27.390% 20010.04 21.907% 22.089% +5.301% 22.633% +4.757%
27/02/23 27.810% 19943.51 18.258% 21.319% +6.491% 21.319% +6.491%
28/02/23 27.200% 19785.94 17.470% 20.294% +6.906% 25.295% +1.905%
01/03/23 27.450% 20619.71 23.699% 20.582% +6.868% 25.485% +1.965%
02/03/23 26.460% 20429.46 23.489% 20.965% +5.495% 25.786% +0.674%
03/03/23 25.710% 20567.54 22.896% 21.162% +4.548% 25.856% -0.146%
06/03/23 25.480% 20603.19 21.579% 21.827% +3.653% 26.129% -0.649%
07/03/23 25.050% 20534.48 21.559% 22.644% +2.406% 26.922% -1.872%
08/03/23 25.860% 20051.25 22.824% 22.469% +3.391% 26.530% -0.670%
09/03/23 25.500% 19925.74 22.158% 22.203% +3.297% 26.033% -0.533%
10/03/23 27.390% 19319.92 22.998% 22.224% +5.166% 25.874% +1.516%
13/03/23 28.160% 19695.97 24.431% 22.794% +5.366% 25.977% +2.183%
14/03/23 31.150% 19247.96 25.309% 23.544% +7.606% 26.638% +4.512%
15/03/23 28.210% 19539.87 25.773% 24.134% +4.076% 27.107% +1.103%
16/03/23 30.250% 19203.91 25.931% 24.888% +5.362% 27.750% +2.500%
17/03/23 28.000% 19518.59 26.558% 25.600% +2.400% 28.334% -0.334%
20/03/23 31.090% 19000.71 27.503% 26.215% +4.875% 28.368% +2.722%
21/03/23 29.640% 19258.76 27.657% 26.684% +2.956% 28.657% +0.983%
22/03/23 28.090% 19591.43 28.507% 27.231% +0.859% 29.020% -0.930%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
30/01/23 27.850% 7496.07 24.664% 22.148% +5.702% 22.148% +5.702%
31/01/23 27.660% 7424.92 24.796% 22.658% +5.002% 27.682% -0.022%
01/02/23 26.530% 7560.40 24.583% 23.344% +3.186% 28.330% -1.800%
02/02/23 25.830% 7505.79 25.015% 23.858% +1.972% 28.757% -2.927%
03/02/23 26.800% 7387.02 25.397% 24.891% +1.909% 29.798% -2.998%
06/02/23 29.000% 7189.37 25.377% 25.034% +3.966% 29.352% -0.352%
07/02/23 28.090% 7232.25 25.106% 25.096% +2.994% 29.218% -1.128%
08/02/23 27.070% 7189.29 25.059% 25.191% +1.879% 29.122% -2.052%
09/02/23 27.080% 7313.73 25.331% 25.254% +1.826% 28.988% -1.908%
10/02/23 27.890% 7126.19 26.758% 25.526% +2.364% 29.091% -1.201%
13/02/23 28.770% 7144.45 26.768% 25.805% +2.965% 28.772% -0.002%
14/02/23 28.290% 7110.42 26.740% 26.131% +2.159% 28.922% -0.632%
15/02/23 27.650% 7018.14 26.931% 26.506% +1.144% 29.118% -1.468%
16/02/23 27.180% 7089.95 27.029% 26.845% +0.335% 29.271% -2.091%
17/02/23 27.490% 6991.27 27.113% 26.916% +0.574% 29.127% -1.637%
20/02/23 27.670% 7063.94 27.467% 27.056% +0.614% 28.612% -0.942%
21/02/23 28.580% 6925.07 27.969% 27.302% +1.278% 28.647% -0.067%
22/02/23 30.120% 6832.76 27.566% 27.429% +2.691% 28.555% +1.565%
23/02/23 29.500% 6859.95 26.754% 27.374% +2.126% 28.273% +1.227%
24/02/23 31.160% 6703.45 27.340% 27.419% +3.741% 28.095% +3.065%
27/02/23 31.350% 6670.22 22.669% 26.459% +4.891% 26.459% +4.891%
28/02/23 30.710% 6581.47 22.248% 25.315% +5.395% 31.553% -0.843%
01/03/23 30.860% 6914.30 29.197% 25.641% +5.219% 31.749% -0.889%
02/03/23 29.970% 6857.20 28.857% 26.062% +3.908% 32.056% -2.086%
03/03/23 29.310% 6939.62 28.480% 26.290% +3.020% 32.120% -2.810%
06/03/23 28.910% 6937.50 26.637% 27.084% +1.826% 32.423% -3.513%
07/03/23 28.330% 6912.28 26.567% 27.948% +0.382% 33.227% -4.897%
08/03/23 29.340% 6727.18 27.829% 27.674% +1.666% 32.675% -3.335%
09/03/23 28.910% 6649.63 27.259% 27.354% +1.556% 32.073% -3.163%
10/03/23 31.110% 6445.90 27.391% 27.137% +3.973% 31.594% -0.484%
13/03/23 31.890% 6590.23 28.941% 27.597% +4.293% 31.451% +0.439%
14/03/23 35.040% 6439.00 29.655% 28.215% +6.825% 31.923% +3.117%
15/03/23 31.600% 6559.86 30.462% 28.741% +2.859% 32.283% -0.683%
16/03/23 33.220% 6482.47 30.271% 29.344% +3.876% 32.718% +0.502%
17/03/23 30.710% 6615.71 31.109% 30.087% +0.623% 33.300% -2.590%
20/03/23 33.500% 6469.65 31.465% 30.592% +2.908% 33.105% +0.395%
21/03/23 31.990% 6549.78 31.329% 30.927% +1.063% 33.213% -1.223%
22/03/23 30.570% 6639.99 31.638% 31.162% -0.592% 33.210% -2.640%